-11.3%
ABT vs XLU
+42.8%
-54.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | -5.9% | -1.6% | -4.3% | -5.2% |
| 30D | -8.1% | -3.3% | -4.8% | -6.6% |
| 3M | +14.5% | -3.2% | +17.7% | +16.2% |
| 6M | -6.3% | -7.0% | +0.7% | -3.2% |
| YTD | -17.1% | +0.6% | -17.7% | -17.9% |
| 1Y | -21.4% | +2.4% | -23.8% | -22.9% |
| 3Y | +5.9% | +46.3% | -40.3% | -15.2% |
| All | -11.3% | +42.8% | -54.0% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XLU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling